It doesn't go anywhere. It is just removed from the Lightroom catalog, a Database of your images. These Removed images are on your hard drive where you placed them either before you imported them or at the time you imported them, IE you selected a folder and maybe a sub-folder to place them in.
On the pictures you have a ! next to those are images that have been imported but you have either moved them from their original location to someplace else or have deleted them using the File Manager for your operating system.
If you can't find them then you deleted them. If you no longer want them in the LR catalog just select them and remove them. If you wanted them then you should stop deleting images using the File Manager.
When an image is removed from the Lightroom catalog, the file remains in the folder where it was located. If you synchronize the folder, images that have been removed should normally be added back into the catalog. They will not have any of the adjustments that were made to them previously. If you have images that are missing, then perhaps they were deleted using the operating system rather than Lightroom. Images deleted in this manner will be deleted from the folder, but the preview image generated by Lightroom will remain in the catalog. Lightroom will continue to look for that image.